Will they get sick?

My chickens don't go in their coop at night. It took two nights of the door blowing shut for them to decide to sleep on the roof of the coop. And no matter how many months I go out there every night and plop them in the coop, they won't relearn.

Anyway. Last night I was tired and sick and I knew the lows were only going to get into the 40's so I said to heck with it, let them sleep on the roof. Then I wake up at 4:45am to find that it is raining bucket fulls. And my silly chickens are sitting out in it and have been for I don't know how long. They're not making their normal robust morning noises, lol. Just a pitiful little miserable sound every now and then. The sun will be up in about an hour and hopefully they will get down and go in the coop or at least underneath it which is where they like to go during the day when it rains.

But will sitting out in the rain and getting soaked to the bone like that give them pneumonia?

You really should get them in at night. Try enticing them in with special treats just before dark, othewise it may be preds that you would be worrying about as well as pneumonia!
You might also close them in the coop for a few days to get them used to sleeping in there. Do you have a roost for them? Is the coop secure from other critters? They may just be afraid to be in there at night.

My coop and chicken run is very secure. About the only thing that could get in there is a human. Our coop has two roost poles in it. It is rather dark in there. Much too dark to put them in and close them in for a couple of days. They're up and about now. I'll just keep going out there every night and putting them in the coop.

Just a suggestion, but you might also check them very closely for mites. Super, super tiny mites!
Another reason why birds will avoid the coop is mites. Mites live and breed in the coop, and come out at night to feed on the birds. With a mite problem, it's not unusual for the chickens to decide the coop is NOT a good place to sleep.

The best time to check for them is later at night, after the birds have been roosting for awhile. Go out with a flashlight and really check them over... especially around the vent/tail.

Might not be part of your problem at all, but it'd certainly be worth checking closely for!

We got a solar-powered light and pointed the light part inside the door, with the sun-catcher part outside. It made the inside a little brighter, but not really bright, and it only lasted a few hours into dark. They had plenty of time to find their spot on the roost, cuddle up, and settle for the night before the light faded.

I was also told, a chicken can be cold, and a chicken can be wet, but a cold & wet chicken gets sick.